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Options Mispricing in Indian Derivative Markets: A Multiple Models Application Framework

https://doi.org/10.2139/ssrn.1537040
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2 of 12 checkable references need attention · checked 2026-08-17

At the dated check, the references listed below either did not resolve in Crossref or DataCite, or carried a retraction notice. Each one is shown with the registry record that put it there.

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References needing attention

does not resolve to a known work10.1093/rfs/6.3.659
does not resolve to a known work10.2307/2328253
The 10 checked references that resolve
resolves10.1016/0304-405x(94)90002-7
Implied volatility functions in arbitrage-free term structure models
resolves10.1016/b978-1-85573-075-5.50013-5
New York markets
resolves10.1016/s0169-7161(96)14022-0
20 Testing option pricing models
resolves10.1086/260062
The Pricing of Options and Corporate Liabilities
resolves10.1093/ww/9780199540884.013.u175001
Rathcavan, 2nd Baron, (Phelim Robert Hugh O’Neill) (2 Nov. 1909–20 Dec. 1994)
resolves10.2469/faj.v44.n5.80
A Simple Formula to Compute the Implied Standard Deviation
resolves10.1016/0304-405x(78)90030-2
The information content of option prices and a test of market efficiency
resolves10.1111/j.1540-6288.1992.tb01329.x
Implied Volatility in Options Markets and Conditional Heteroscedasticity in Stock Markets
resolves10.2307/2327127
The Calculation of Implied Variances from the Black-Scholes Model: A Note
resolves10.2307/3003143
Theory of Rational Option Pricing
The 9 references without a DOI — listed, not checked
no DOI — not checkedref2
no DOI — not checkedComputing the Black Scholes Implied Volatility
no DOI — not checkedref8
no DOI — not checkedref9
no DOI — not checkedAn empirical investigation of observed smile patterns
no DOI — not checkedref16
no DOI — not checkedref19
no DOI — not checkedref20
no DOI — not checkedref21
What this badge says. CiteStamped means the CHECKABLE references of this work were clean at the dated check: each resolved to a known work in a public registry, and none carried a retraction notice at that time. It says nothing about the quality, findings, or importance of the work itself, and nothing about references deposited without a DOI.

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